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Under which conditions is the sum of a finite number of Gaussian random variables a Gaussian?

Dionysis M
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    As pointed out in the comments, your question is a duplicate of [Is joint normality a necessary condition for the sum of normal random variables to be normal?](https://stats.stackexchange.com/questions/189130/is-joint-normality-a-necessary-condition-for-the-sum-of-normal-random-variables) – Jarle Tufto Dec 19 '20 at 09:27

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